H. Levy

发表

Stochastic dominance and expected utility: survey and analysis

H. Levy, 1992 .

Stochastic Dominance Rules for Truncated Normal Distributions: A Note

H. Levy, 1982 .

Capital investment and financial decisions

H. Levy, M. Sarnat, Marshall Sarnat, 1978 .

Efficiency analysis of choices involving risk

H. Levy, G. Hanoch, Heim Levy, 1969 .

Sentiment and Stock Prices: The Case of Aviation Disasters

H. Levy, Guy Kaplanski, 2008 .

Capital Asset Prices with Heterogeneous Beliefs

H. Levy, 2006 .

Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio

H. Levy, 1978 .

Stochastic Dominance: Investment Decision Making under Uncertainty

H. Levy, 2010 .

Markowitz Versus the Talmudic Portfolio Diversification Strategies

H. Levy, R. Duchin, 2009, The Journal of Portfolio Management.

International Diversification of Investment Portfolios

H. Levy, M. Sarnat, Marshall Sarnat, 1970 .

Two-Moment Decision Models and Expected Utility Maximization: Comment

H. Levy, 1989 .

Mean-Variance versus Direct Utility Maximization

H. Markowitz, H. Levy, Yoram Kroll, 1984 .

Futures, spots, stocks and bonds: Multi‐asset portfolio analysis

H. Levy, 1987 .

A microscopic model of the stock market: Cycles, booms, and crashes

S. Solomon, H. Levy, Moshe Levy, 1994 .

Stochastic Dominance Decision Rules

H. Levy, 2016 .

Approximating Expected Utility by a Function of Mean and Variance

H. Levy, H. M. Markowtiz, 1979 .

For Better Performance: Constrain Portfolio Weights Differentially and Globally

H. Levy, Moshe Levy, 2014 .

Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach

H. Levy, 1985 .

Sampling Errors and Portfolio Efficient Analysis

Haim Levy, Yoram Kroll, H. Levy, 1980, Journal of Financial and Quantitative Analysis.

Stochastic Dominance, Efficiency Criteria, and Efficient Portfolios: The Multi-Period Case

Haim Levy, H. Levy, 1973 .

A UTILITY FUNCTION DEPENDING ON THE FIRST THREE MOMENTS

Haim Levy, H. Levy, 1969 .

Diversification, Portfolio Analysis and the Uneasy Case for Conglomerate Mergers

Haim Levy, H. Levy, M. Sarnat, 1970 .

The Capital Asset Pricing Model: Theory and Empiricism

Haim Levy, H. Levy, 1983 .

Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions

Zvi Wiener, Haim Levy, H. Levy, 1998 .

Portfolio and Investment Selection: Theory and Practice

Haim Levy, H. Levy, M. Sarnat, 1984 .

The Capital Asset Pricing Model and the Investment Horizon: Reply

Haim Levy, D. Levhari, H. Levy, 1977 .

Applying the Black–Scholes model after large market shocks

H. Levy, J. Yoder, 1989 .

The Valuation of Firm Commitment Underwriting Contracts for Seasoned New Equity Issues: Theory and Evidence

H. Levy, Sung C. Bae, 1990 .

The formation of stock return volatility expectations after the 1987 stock market crash

H. Levy, J. Yoder, 1991 .

Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis

Moshe Levy, Haim Levy, H. Levy, 2003, Review of Economics and Statistics.

Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences

H. Levy, Guy Kaplanski, 2017 .

Markowitz’s Mean–Variance Rule and the Talmudic Diversification Recommendation

Haim Levy, H. Levy, R. Duchin, 2010 .

Portfolio Efficiency Analysis in Three Moments: The Multiperiod Case

Haim Levy, H. Levy, Fred D. Arditti, 1975 .

More Possessions, More Worry

H. Levy, Yusif Simaan, 2014 .

THE COUPON EFFECT ON TERM PREMIUMS

H. Levy, R. Brooks, M. Livingston, 1989 .

Consistent Tests for Almost Stochastic Dominance

H. Levy, W. Wong, Xu Guo, 2015 .

The Investment Home Bias with Peer Effect

H. Levy, 2020, Journal of Risk and Financial Management.

A parametric approach to stochastic dominance: the lognormal case

H. Levy, Yoram Kroll, 1986 .

Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?

H. Levy, Enrico G. De Giorgi, T. Hens, 2011 .

Is There a Relation Between Downside Risk and Expected Stock Returns ?

Turan G. Bali, H. Levy, K. Demirtas, 2006 .

What is the Economic Cost of the Investment Home Bias?

H. Levy, 2013 .

On the Measurement of Risk

H. Levy, 1998 .

Stochastic Dominance: The Quantile

H. Levy, 1998 .

The Capital Asset Pricing Model, Inflation, and the Investment Horizon: The Israeli Experience

H. Levy, 1980, Journal of Financial and Quantitative Analysis.

Active timing decisions of equity mutual funds

H. Levy, R. Brooks, R. Radcliffe, 1993 .

A Model of the Parallel Team Strategy in Product Development

Haim Levy, H. Levy, Fred D. Arditti, 1980 .

Applications of Stochastic Dominance Rules

H. Levy, 2016 .

Statistics: Decisions and Applications in Business and Economics

Haim Levy, Moshe Ben-Horim, Moshe Ben-Horim, 1981 .

Regret theory: State dominance and expected utility

H. Levy, 2017 .

Investment banker prestige, competition, and underwriter compensation in U.S. seasoned new equity issues

H. Levy, Sung C. Bae, 1994 .

Financial Break-Even Analysis and the Value of the Firm

H. Levy, R. Brooks, 1986 .

Valuation, Leverage, and the Cost of Capital in the Case of Depreciable Assets

H. Levy, Fred D. Arditti, 1973 .

Rational expectation, firm size, and sample selection bias

H. Levy, Deborah Gunthorpe, 1991 .

The Make or Buy Decision

H. Levy, Marshall Sarnatt, 1976 .

The Capital Asset Pricing Model in the 21st Century

H. Levy, 2012 .

The Benefits of International Diversification in Bonds

H. Levy, Z. Lerman, 1988 .

Portfolio Composition and the Investment Horizon

H. Levy, Deborah Gunthorpe, 1994 .

Asset Return Distributions and the Investment Horizon

H. Levy, R. Duchin, 2004 .

Cumulative Prospect Theory: Tests Using the Stochastic Dominance Approach

H. Levy, 2011 .

Microscopic Simulation of the Stock Market: the Effect of Microscopic Diversity

Moshe Levy, Sorin Solomon, Haim Levy, 1995 .

Preferred by "All" and Preferred by "Most" Decision Makers: Almost Stochastic Dominance

Moshe Leshno, Haim Levy, H. Levy, 2002, Manag. Sci..

Sample vs. Population Mean-Variance Efficient Portfolios

H. Levy, Yoram Kroll, 1980 .

ALTERNATIVE EFFICIENCY CRITERIA: AN EMPIRICAL ANALYSIS

Haim Levy, H. Levy, M. Sarnat, 1970 .

The Benefits of Differential Variance-Based Constraints in Portfolio Optimization

Moshe Levy, Haim Levy, H. Levy, 2013, Eur. J. Oper. Res..

Book Review The Capital Asset Pricing Model in the 21 st Century

H. Levy, 2012 .

More Possessions, More Worry

Haim Levy, Yusif Simaan, H. Levy, 2014, Eur. J. Oper. Res..

Bonds Versus Stocks: Investors' Age and Risk Taking

Haim Levy, Turan G. Bali, Avner Wolf, 2009 .

The home bias is here to stay

H. Levy, Moshe Levy, 2014 .

Why Does the Home Bias Persist?

H. Levy, Moshe Levy, 2013 .

Analysts and Sentiment: A Causality Study

H. Levy, Guy Kaplanski, 2017 .

Risk aversion and skewness preference

H. Levy, T. Post, P. V. Vliet, 2008 .

Arrow-Pratt Measures of Risk Aversion--The Multivariate Case

H. Levy, A. Levy, 1991 .

Stocks versus bonds for the long run when a riskless asset is available

H. Levy, Moshe Levy, 2021 .

Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs

H. Levy, T. Post, 2005 .

Prospect Theory: Much Ado About Nothing?

Moshe Levy, Haim Levy, H. Levy, 2002, Manag. Sci..

Non-expected Utility and Stochastic Dominance

H. Levy, 2016 .

Prospect Theory and Utility Theory: Temporary Versus Permanent Attitude towards Risk

H. Levy, Z. Wiener, 2013 .

Under-Diversification and the Size Effect

H. Levy, Moshe Levy, 2019, SSRN Electronic Journal.

Experimental economics and the theory of finance

H. Levy, 2013 .

ESTIMATING PROSPECT THEORY'S DECISION WEIGHTS WITH STOCHASTIC DOMINANCE: THE SMALL PROBABILITY CASE

H. Levy, Michal Orkan, 2012 .

Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights

H. Levy, Moshe Levy, 2002 .

Experimental test of the prospect theory value function: A stochastic dominance approach

H. Levy, Moshe Levy, 2002 .

Testing for risk aversion: a stochastic dominance approach

H. Levy, Moshe Levy, 2001 .

On the Risk of Stocks in the Long Run

H. Levy, Allon Cohen, 1998 .

Absolute and relative risk aversion: An experimental study

Haim Levy, H. Levy, 1994 .

Market reaction to quarterly earnings' announcements: a stochastic dominance based test of market efficiency

Haim Levy, H. Levy, Haim Falk, 1989 .

Multivariate decision-making

Azriel Levy, Haim Levy, H. Levy, 1984 .

Evaluating estimators using stochastic dominance rules:the variance of a normal distribution

Haim Levy, Moshe Ben-Horim, Moshe Ben-Horim, 1982 .

TWO‐PERIOD PORTFOLIO SELECTION AND INVESTORS' DISCOUNT RATES

Haim Levy, H. Levy, M. Sarnat, 1971 .

THE MEAN VARIANCE CRITERION and THE EFFICIENCY FRONTIER

Haim Levy, H. Levy, M. Sarnat, 1971 .

Portfolio Selection and Investors' Utility: a Graphical Analysis

Haim Levy, H. Levy, M. Sarnat, 1970 .

A Note on Indifference Curves and Uncertainty

Haim Levy, H. Levy, M. Sarnat, 1969 .

THE THEORY OF FINANCE

H. Levy, 2022 .

Stochastic Dominance and Medical Decision Making

Moshe Leshno, Haim Levy, H. Levy, 2004, Health care management science.

Existence of CAPM Equilibria with Prospect Theory Preferences

H. Levy, T. Hens, E. Giorgi, 2004 .

Prospect theory and the CAPM : a contradiction or coexistence?

H. Levy, T. Hens, E. Giorgi, 2003 .

The Relationship of Rules of Thumb to the Internal Rate of Return: A Restatement and Generalization

H. Levy, M. Sarnat, 1969 .

Investment Incentives and the Allocation of Resources

H. Levy, M. Sarnat, 1975, Economic Development and Cultural Change.

Experimental tests of the mean-variance model for portfolio selection

Amnon Rapoport, Haim Levy, Yoram Kroll, 1988 .

CAPM Equilibria with Prospect Theory Preferences

H. Levy, Enrico G. De Giorgi, T. Hens, 2011 .

Efficient Portfolio Selection with Quadratic and Cubic Utility

Haim Levy, H. Levy, G. Hanoch, 1970 .

Prospect Theory and Mean-Variance Analysis

H. Levy, Moshe Levy, 2004 .

Correlation and the time interval over which the variables are measured

Haim Levy, G. Schwarz, H. Levy, 1997 .

The Efficiency Analysis of Choices Involving Risk1

H. Levy, G. Hanoch, H. Levy, 1975 .

Stocks versus Bonds and the Investment Horizon

H. Levy, Moshe Levy, 2019, SSRN Electronic Journal.

The Behavior of Option Implied Standard Deviations around Merger and Acquisition Announcements

H. Levy, J. Yoder, 1993 .

Past Returns and the Perceived Sharpe Ratio

H. Levy, Guy Kaplanski, C. Veld, 2015 .

Probability Dominance

H. Levy, Moshe Levy, Enrico Diecidue, 2018, Review of Economics and Statistics.

The Small Firm Effect: A Financial Mirage?

H. Levy, Moshe Levy, 2011, The Journal of Portfolio Management.

The Two-Parameter Long-Horizon Value-at-Risk

H. Levy, Guy Kaplanski, 2010 .

Regression, Correlation, and the Time Interval: Additive-Multiplicative Framework

Haim Levy, Ilan Guttman, Isabel Tkatch, 2007, Manag. Sci..

Optimal Investment Proportions in Senior Securities and Equities Under Alternative Holding Periods

Haim Levy, H. Levy, Deborah Gunthorpe, 1993 .

Stochastic Dominance with Riskless Assets

H. Levy, Yoram Kroll, 1976, Journal of Financial and Quantitative Analysis.

Does Risk Seeking drive Asset Prices

H. Levy, T. Post, 2002 .

Does Risk Seeking Drive Asset Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences

H. Levy, T. Post, 2002 .

The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives

H. Levy, 2011 .

Experimental Tests of the Separation Theorem and the Capital Asset Pricing Model

Amnon Rapoport, Haim Levy, Yoram Kroll, 1988 .

Multi-Period Stochastic Dominance

Haim Levy, Jacob Paroush, H. Levy, 1974 .

Toward multivariate efficiency criteria

Haim Levy, Jacob Paroush, H. Levy, 1974 .

The Rationale of the Mean-Standard Deviation Analysis: Comment

Haim Levy, H. Levy, 1974 .

Do Happy People Make Optimistic Investors?

H. Levy, Guy Kaplanski, C. Veld, 2015 .

The Cost of Diversification Over Time, and a Simple Way to Improve Target-Date Funds

H. Levy, Moshe Levy, 2019 .

Is There an Intertemporal Relation between Downside Risk and Expected Returns?

Haim Levy, Turan G. Bali, H. Levy, 2009, Journal of Financial and Quantitative Analysis.

Nonlinear Mean-Reversion in Stock Prices

Turan G. Bali, H. Levy, K. Demirtas, 2008 .

The Valuation of Stock Purchase Rights as Call Options

H. Levy, Sung C. Bae, 1994 .

An Empirical Test of the Black-Scholes Option Pricing Model and the Implied Variance: A Confidence Interval Approach

H. Levy, Y. Byun, 1987 .

Investment and Portfolio Analysis.

Haim Levy, H. Levy, M. Sarnat, 1972 .

Portfolio Performance and the Investment Horizon

Haim Levy, H. Levy, 1972 .

Prospect theory, constant relative risk aversion, and the investment horizon

H. Levy, Moshe Levy, 2021, PloS one.

Aging Population, Retirement, and Risk Taking: Reply

Haim Levy, H. Levy, 2020, Manag. Sci..

Prospect Theory, Constant Relevant Risk Aversion, and the Investment Horizon

H. Levy, Moshe Levy, 2017 .

What is the Economic Cost of the Investment Home Bias?: MONEY, CREDIT AND BANKING

H. Levy, 2017 .

Aging Population, Retirement, and Risk Taking

Haim Levy, H. Levy, 2016, Manag. Sci..

The safety first expected utility model: Experimental evidence and economic implications

H. Levy, Moshe Levy, 2009 .

The Marginal Cost of Capital: A Portfolio Theory Perspective

H. Levy, Moshe Levy, 2016 .

The Demand Curves for Financial Assets and the Implied Cost of Capital in Segmented Markets

H. Levy, Moshe Levy, 2012 .

The CAPM is Alive and Well: A Review and Synthesis

H. Levy, 2010 .

THE LOG-NORMAL ASSET PRICING MODEL (LAPM)

H. Levy, Allon Cohen, 2005 .

Overweighing Recent Observations: Experimental Results and Economic Implications

H. Levy, Moshe Levy, 2005 .

Using accounting data for portfolio management

H. Levy, Benzion Barlev, W. Denny, 1988 .

Equilibrium under Uncertain Inflation: A Discrete Time Approach

H. Levy, A. Levy, 1987, Journal of Financial and Quantitative Analysis.

Ordering Uncertain Options under Inflation: A Note

H. Levy, A. Levy, 1984 .

A test of the CAPM via a confidence level approach*

H. Levy, 1982 .

Optimal Portfolio of Foreign Currencies with Borrowing and Lending

Haim Levy, H. Levy, 1981 .

A Model-Independent Measure of Aggregate Idiosyncratic Risk

Turan G. Bali, H. Levy, Nusret Cakici, 2007 .

Possible explanations of no-synergy mergers and small firm effect by the Generalized Capital Asset Pricing Model

H. Levy, 1991 .

Small Firm Effect: Are there Abnormal Returns in the Market?

H. Levy, 1990 .

The CAPM and beta in an imperfect market

H. Levy, 1980 .

Signaling theory and risk perception: An experimental study

H. Levy, Esther Lazarovich-Porat, 1995 .

LOSS CARRYBACK AND CARRYOVER PROVISION: EFFECTIVENESS AND ECONOMIC IMPLICATIONS

H. Levy, Benzion Barlev, 1975, National Tax Journal.

Efficiency Analysis with Borrowing and Lending: Criteria and Their Effectiveness

Haim Levy, Yoram Kroll, H. Levy, 1979 .

Option Pricing with the Logistic Return Distribution

H. Levy, Moshe Levy, 2014 .

Trading Breaks and Asymmetric Information: The Option Markets

H. Levy, Guy Kaplanski, 2015 .

Asymmetric Information , Perceived Risk and Trading Patterns : The Options Market

H. Levy, Guy Kaplanski, 2012 .

Seasonality in Perceived Risk: A Sentiment Effect

H. Levy, Guy Kaplanski, 2017 .

The holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange (TASE)

H. Levy, Guy Kaplanski, 2010 .

Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market

H. Levy, Guy Kaplanski, 2008 .

Value-at-Risk Capital Requirement Regulation, Risk Taking and Asset Allocation: A Mean-Variance Analysis

Haim Levy, Guy Kaplanski, H. Levy, 2015 .

The Economic Significance of the Cross-Sectional Autoregressive Model: Further Analysis

H. Levy, K. C. Lim, 1998 .

Investment diversification and investment specialization and the assumed holding period

Haim Levy, H. Levy, 1996 .

Total Risk, Diversifiable Risk and Nondiversifiable Risk: A Pedagogic Note

Moshe Ben-Horim, H. Levy, 1980, Journal of Financial and Quantitative Analysis.

Exchange Rate Risk and the Optimal Diversification of Foreign Currency Holdings

H. Levy, M. Sarnat, 1978 .

Ordering Uncertain Options with Borrowing and Lending

Haim Levy, Yoram Kroll, H. Levy, 1978 .

SHORT SALES AND DIVERSIFICATION

H. Levy, 1974 .

THE DEMAND FOR ASSETS UNDER CONDITIONS OF RISK

Haim Levy, H. Levy, 1973 .

RISK: A PEDAGOGIC NOTE

Haim Levy, Moshe Ben-Horim, Moshe Ben-Horim, 2016 .

Behavioral Economics and Asset Pricing

H. Levy, 2009 .

Relative Effectiveness of Efficiency Criteria for Portfolio Selection

Haim Levy, H. Levy, G. Hanoch, 1970, Journal of Financial and Quantitative Analysis.

On Leasing, Borrowing and Financial Risk

H. Levy, Marchall Sarnat, 1979 .

Keeping up with the Joneses and optimal diversification

H. Levy, Moshe Levy, 2015 .

Stochastic Dominance With a Riskless Asset: An Imperfect Market

Haim Levy, Yoram Kroll, H. Levy, 1979, Journal of Financial and Quantitative Analysis.

Multi-Period Consumption Decision under Conditions of Uncertainty

Haim Levy, H. Levy, 1976 .

Measuring Risk and Performance over Alternative Investment Horizons

Haim Levy, H. Levy, 1984 .

The Investment-Consumption Decision under Capital Rationing: An Efficient Set Analysis

H. Levy, R. Grinold, Fred D. Arditti, 1973 .

Homemade Leverage

H. Levy, Moshe Levy, Natalie Alisof, 2004 .

An empirical analysis of term premiums using stochastic dominance

H. Levy, R. Brooks, 1989 .

Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena

Moshe Levy, Sorin Solomon, Haim Levy, 2000 .

The Danger of Assuming Homogeneous Expectations

Moshe Levy, Haim Levy, H. Levy, 1996 .

Stochastic Dominance among Log-Normal Prospects

Haim Levy, H. Levy, 1973 .

Economically relevant preferences for all observed epsilon

Moshe Leshno, Haim Levy, Boaz Leibovitch, 2010, Ann. Oper. Res..

First Degree Stochastic Dominance Violations: Decision Weights and Bounded Rationality

H. Levy, 2008 .

Further Tests of the Separation Theorem and the Capital Asset Pricing Model

Haim Levy, Yoram Kroll, H. Levy, 1992 .

On the Variability of Accounting Income Numbers

H. Levy, Benzion Barlev, 1979 .

A Pedagogic Note on Alternative Formulations of the Goal of the Firm

H. Levy, M. Sarnat, 1977 .

Microscopic Simulation of Financial Markets

Moshe Levy, Sorin Solomon, Haim Levy, 2000 .

Testing P/E Rations Filters with Stochastic Dominance

H. Levy, Z. Lerman, 1985 .

Risk-Return Analysis: The Theory and Practice of Rational Investing

H. Levy, 2014 .

Executive Short-Term Incentive, Risk-Taking And Leverage-Neutral Incentive Scheme

H. Levy, Guy Kaplanski, 2012 .

Real Estate Prices: An International Study of Seasonality’s Sentiment Effect

H. Levy, Guy Kaplanski, 2011 .

The Management of Foreign Exchange Reserves: Balance of Payments and External Debt Considerations, The Case of Israel

H. Levy, A. Levy, 1998 .

Abnormal expected utility and event study abnormal returns

H. Levy, Deborah Gunthorpe, 1994 .

Economic Evaluation of Voting Power of Common Stock

H. Levy, 1983 .

A Negative Equilibrium Interest Rate

H. Levy, Moshe Levy, Avi Edry, 2003 .

Investment, Capital Structure and Cost of Capital: Revisited

H. Levy, Yoram Kroll, 1989 .

Talking Numbers: Technical versus Fundamental Investment Recommendations

Haim Levy, Guy Kaplanski, Doron Avramov, 2018, Journal of Banking & Finance.

Bivariate FSD (BFSD)

H. Levy, 2016 .

The saliva of the medicinal leech Hirudo medicinalis--I. Biochemical characterization of the high molecular weight fraction.

H. Levy, F. Iraqi, R. Galun, 1987, Comparative biochemistry and physiology. B, Comparative biochemistry.

Destabilizing Optimal Trading Strategies in the Stock Market

Haim K. Levy, H. Levy, 2017 .

Sentiment, Irrationality and Market Efficiency: The Case of the 2010 FIFA World Cup

H. Levy, Guy Kaplanski, 2013 .

Paradoxes with Optimal Investment Rules

H. Levy, 2019, SSRN Electronic Journal.

Prospect theory and utility theory: Temporary versus permanent attitude toward risk

H. Levy, Z. Wiener, 2013 .

Prospect Theory: Much Ado About Nothing?

H. Levy, Moshe Levy, 2002, Manag. Sci..

Management of Accounts Receivable under Inflation

Moshe Ben-Horim, H. Levy, 1983 .

Stochastic Dominance and Prospect Theory

H. Levy, 2016 .

A Comment on Rothschild and Stiglitz's "Increasing Risk: I. A Definition"

H. Levy, M. Leshno, Yishay Spector, 1997 .

MISUSE AND OPTIMUM INSPECTING STRATEGY IN AGENCY PROBLEMS

H. Levy, Benzion Barlev, 1996 .

Stochastic Dominance: A Note

H. Levy, Yoram Kroll, 1982 .

Optimal Claims in Automobile Insurance

Haim Levy, H. Levy, Itzhak Venezia, 1980 .

The definition of risk: An extension

Haim Levy, H. Levy, 1977 .

Stochastic Dominance and Risk Measures

H. Levy, 2016 .

OF FINANCIAL AND QUANTITATIVE ANALYSIS December 1976 STOCHASTIC DOMINANCE WITH-RISKLESS ASSETS

H. Levy, Yoram Kroll, 2009 .

Increasing risk, decreasing absolute risk aversion and diversification

Moshe Leshno, Haim Levy, Yishay Spector, 1995 .

The Stochastic Dominance Estimation of Default Probability

H. Levy, M. S. Broske, 1989 .

NEW PRODUCT SCREENING VIA THE INTENTION-TO-BUY SCALE*

Haim Levy, Chezy Ofir, H. Levy, 1986 .

Multiperiod stochastic dominance with one-period parameters, liquidity preference, and equilibrium in the log-normal case

H. Levy, 1977 .

The Weighted Average Cost of Capital as a Cutoff Rate: A Critical Analysis of the Classical Textbook Weighted Average

H. Levy, Fred D. Arditti, 1977 .

A Note on Portfolio Selection and Investors' Wealth

Haim Levy, H. Levy, Marshall Sarnat, 1971, Journal of Financial and Quantitative Analysis.

EMPIRICAL STUDIES

H. Levy, 2021, Handbook on City and Regional Leadership.

Algorithms for Stochastic Dominance

H. Levy, 2016 .

The Empirical Studies: Dominance and Significance Tests

H. Levy, 2016 .

Talking Numbers: Technical versus Fundamental Investment Recommendations

H. Levy, Guy Kaplanski, D. Avramov, 2018, Journal of Banking & Finance.

The Capital Asset Pricing Model with diverse holding periods

Paul A. Samuelson, Haim Levy, P. Samuelson, 1992 .

Financial Disclosure and Regulation

H. Levy, Moshe Levy, G. Benita, 2006 .

THE EFFECTS OF VARIABLE AND FIXED TRANSACTION COSTS ON OPTIMAL INVESTMENT DECISIONS

Rafael Lazimy, Haim Levy, H. Levy, 1983 .

THE INFORMATION CONTENT OF ACCOUNTING DATA AND THE MANAGEMENT OF SECURITY PORTFOLIOS

H. Levy, Benzion Barlev, 1981 .

Taxes, Uncertainty and Optimal Dividend Policy

H. Levy, Fred D. Arditti, Marshall Sarnat, 1976 .

Tests of the efficiency of the U.S. rights offering market: An option pricing approach

H. Levy, Sung C. Bae, 1996 .

Financial decision making under uncertainty

Haim Levy, H. Levy, K. Borch, 1979 .

Potential Effect of Elimination of Tax Discrimination between Israeli and Foreign Securities on the Composition of the Public's Portfolio of Financial Assets

H. Levy, G. Benita, 2004 .

Beta and an Investor's Holding Period

H. Levy, John M. Wachowicz, Deborah Gunthorpe, 1994 .

Risk, Dividend Policy, and the Optimal Pricing of a Rights Offering

H. Levy, Marshall Sarnat, 1971 .

Stochastic Dominance and the Investment Horizon With Riskless Assets

H. Levy, A. Levy, 1982 .

Lease Financing: Cost Versus Liquidity

H. Levy, Yoram Landskroner, 1981 .

Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean–variance analysis

H. Levy, Guy Kaplanski, 2015 .